ACTG 362: The main purpose of this study will be to see if taking a HAART regimen (highly active antiretroviral therapy) for a long period of time will continue to prevent you from getting AIDS defining complications and serious bacterial infections. Increased levels of fats (cholesterol and triglycerides) in the blood have been seen in some patients taking HIV drugs for a long time, and may be linked to possible increased risk of heart attacks. A secondary purpose of continuing to be followed on this study will be to determine the rates of heart attacks and strokes among subjects enrolled in the study. Because the subjects in this study have been on HIV medication (and about half have been on azithromycin) for a long time, continuing the study may help to determine if having taken azithromycin will have an effect on the risk of heart attacks and strokes among the study subjects. An additional goal of the study is to briefly test the subjects memory and mental concentration once each year while they are in the study to be sure that the anti-HIV drugs are protecting the brain from damage by HIV.